Quote from lindq:
That's a very good point, and the one in which the statistical advantage in baseball falls apart. It's also briefly touched on in the film.
The problem is that over the course of a season, a statistical system can work for you. But in a 5-7 game series, the sample period is too small. Thus, you may show a good win/loss going into the playoffs, but that's where your advantage ends. At that point, you really do need a few "star players" to step up to bat.
There's no parallel for this in trading, unless you consider something like a short term trading "contest". A consistently profitable systems trader is likely to lose against someone who just throws caution to the wind and lucks out over a short period of time.